+50.2%
PFE vs ACM
+132.1%
-81.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -0.7% | +6.6% | -7.3% | -2.0% |
| 30D | +5.3% | +19.8% | -14.4% | +1.5% |
| 3M | +10.1% | -3.1% | +13.3% | +10.4% |
| 6M | +18.0% | -11.5% | +29.5% | +20.1% |
| YTD | +25.8% | -24.7% | +50.5% | +31.9% |
| 1Y | +28.4% | -45.1% | +73.5% | +44.1% |
| 3Y | +20.9% | -8.9% | +29.8% | +20.2% |
| 5Y | -21.5% | +5.4% | -26.9% | -25.3% |
| All | +50.2% | +132.1% | -81.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling